Absorbing fixed effects in constrained regression (or a way not to save fixed effects to excel)

[Shae Cetinel]

Dear forum members,

I need to run a constrained regression model for different dvs. The regression has multiway fixed effects (ibn.zipcode#ibn.products) and there are around 400 zip codes and 26 products.
Is there a way to absorb the fixed effects so it runs faster like in reghdfe , absorb(ibn.zipcode#ibn.products)?

cnsreg log_revenue  ibn.zipcode#ibn.products  i.date  tt_5 tt_4 tt_3 tt_2 tt0 tt1 ht_5 ht_4 ht_3 ht_2 ht0 ht1 at_5 at_4 at_3 at_2 at0  b(0).products_t_5  b(0).products_t_4 b(0).products_t_3 b(0).products_t_2 b(0).products_t0 b(0).products_t1 , nocons constraints(11 10 2 3 4 5) collinear vce(cluster zipcode)

where
tt_5 tt_4 tt_3 tt_2 tt0 tt1 ht_5 ht_4 ht_3 ht_2 ht0 ht1 at_5 at_4 at_3 at_2 at0 are store-specific time to opening dummies
b(0).products_t_5  b(0).products_t_4 b(0).products_t_3 b(0).products_t_2 b(0).products_t0 b(0).products_t1 are product-specific time to opening dummies
constraints are
1.products_t_5+...+26.products_t_5=0 (constraint 5)
1.products_t_4+...+26.products_t_4=0 (constraint 4)
1.products_t_3+...+26.products_t_3=0 (constraint 3)
1.products_t_2+...+26.products_t_2=0 (constraint 2)
1.products_t0+...+26.products_t0=0 (constraint 10)
1.products_t1+...+26.products_t1=0 (constraint 11)

[Andrew Musau]

(or a way not to save fixed effects to excel)

See the -drop()- or -indicate()- options in

ssc install estout